Stochastic Differential Inclusions and Applications By M. Kisielewicz

Category

Differential calculus & equati

Store

Wordery

Brand

Springer new york

Stochastic Differential Inclusions and Applications : Springer : 9781461467557 : 1461467551 : 12 Jun 2013 : ?This book aims to further develop the theory of stochastic functional inclusions and their applications for describing the solutions of the initial and boundary value problems for partial differential inclusions. The self-contained volume is designed to introduce the reader in a systematic fashion, to new methods of the stochastic optimal control theory from the very beginning. The exposition contains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to the present time, have only been published recently by the author. The work is divided into seven chapters, with the first two acting as an introduction, containing selected material dealing with point- and set-valued stochastic processes, and the final two devoted to applications and optimal control problems. The book presents recent and pressing issues

109.99 GBP